Clémence Alasseur

1
Juil

clemencealasseur

Submissions
  1. C. Alasseur, I. Ekeland, R. Elie, Nicolás Hernández Santibáñez and D. Possamai, Selection adverse and application to electricity tarification.
  2. C. Alasseur, I. Ben Tahar and A. Matoussi, An extended Mean Field Game for Storages in Smart Grid.
  3. C. Alasseur, M. Hang, J. Geyer-Klingeber, A. W. Rathgeber, L. Wichman, Output Hedging of Electric Utility Firms - the Role of Electricity Derivatives Markets. 
  4. H. Le Cadre, P. Jacquot, C. Wan, C. Alasseur, Peer-to-Peer Electricity Market Analysis: From Variational to Generalized Nash Equilibrium
    Publications
  1. C. Alasseur, O. Féron, Structural price model for coupled electricity markets, accepted in Energy Economics.

 

Communications

  1. 11th European Summer School in Financial Mathematics, Paris, August 2018
  2. 35th Annual Conference of the French Finance Association (AFFI), 22.-24. May 2018, Paris, France
  3. An extended Mean Field Game for Storages in Smart Grid, Mean-field games, energy and environment Workshop, London, February 2018
  4. An extended Mean Field Game for Smart Grid, , Energy Finance Christmas Workshop (EFC17), Cracow, December 2017
  5. Mean Field Game and local storages in the power systemInternational Conference on Stochastic  Analysis and Application,  Stochastic Control, Information and Applications, Hammamet, October 2017
  6. Mean Field Game and local storages in the power systemEnergy and Commodity conference, Oxford, June 2017
  7. Séminaire, Collège de France, Mai 2017
  8. PDE and Probability Methods for Interactions, Sophia Antipolis (France) – March 30-31, 2017
  9. An adverse selection approach to power tarification, Energy Finance Christmas Workshop, Essen, December 2016
  10. An adverse selection approach to power tarification, SIAM Conference on Financial Mathematics & Engineering Austin, Nov 2016, Paris, November 2016
  11. 5ème Journée COSMOS,  Problèmes et techniques de l'optimisation et tarification stochastique, Paris, November 2016
  12. A structural model for interconnected markets, SESO the International Thematic Week Smart Energy and Stochastic Optimization, May 2016
  13. A structural model for interconnected markets, EPFL Brown bag seminar, May 2016,  Invited.
  14. A structural model for interconnected markets, Frontiers in Stochastic Modelling for Finance Conference, Padua, February 2016
  15. Electricity price models comparison for spread options, Energy Finance Conference, London, September 2015
  16. Review of types of electricity price models used in practice by a power utility, 12th Workshop on Stochastic Models, Statistics and Their Applications Finance Conference, Wroclaw, February 2015
  17. A structural model for electricity spot and forward for coupled market, Energy FinanceConference, Erice, September 2014

 

Others
Member of the scientific executive bureau, LABEX Finance and Sustainable Development,
ILB fellows
Energy Derivatives lecture in master 203 (Dauphine University)
Membre du comité de liaison du groupe MODE (SMAI)